+55.5%
VTV vs AS
+134.9%
-79.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -2.2% | +6.9% | -9.1% | -2.9% |
| 30D | +2.2% | +16.0% | -13.8% | +0.6% |
| 3M | +0.3% | -12.8% | +13.2% | +1.6% |
| 6M | +8.3% | -15.4% | +23.7% | +9.8% |
| YTD | +18.5% | -15.7% | +34.3% | +19.9% |
| 1Y | +23.0% | +6.1% | +17.0% | +21.3% |
| All | +55.5% | +134.9% | -79.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling